+87.6%
AZO vs ALLY
-1.1%
+88.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.6% |
| 30D | -5.1% | -4.5% | -0.6% | -4.7% |
| 3M | -7.2% | -2.8% | -4.4% | -7.1% |
| 6M | -20.7% | +10.3% | -31.1% | -21.7% |
| YTD | -14.2% | -5.7% | -8.5% | -13.9% |
| 1Y | -32.2% | +3.9% | -36.1% | -32.8% |
| 3Y | +11.1% | +64.7% | -53.6% | +2.0% |
| 5Y | +87.6% | -2.6% | +90.2% | +87.6% |
| All | +87.6% | -1.1% | +88.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling